sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures

It combines maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance-covariance matrices, two procedures, and unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures.

AuthorAmeur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]
Date of publication2016-07-27 23:21:43
MaintainerTimothy Schwinghamer <schwinghamer@hotmail.com>
LicenseMIT + file LICENSE
Version0.2.1

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